Anic Equity¶

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Total return since start: 0.621 %¶

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Equity now: -----------------------------> 49529.8 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45468.59 Kr¶

PnL: ---------------------------------------> 412.59 Kr¶

DD now: ---------------------------------> -6.759 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:32:50.504889'

Anic Portfolio¶

Today¶

Return: 1.343 %¶

This Week¶

Return: 0.46 %¶

Total portfolio value¶

Return including deposits: 62.148 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.630000 1671.300000 202.300000 13.770000 1468.999998
Sedana Medical 93 4.420000 2682.120000 161.120000 6.390000 2521.000011
Orrön Energy 180 5.380000 2167.200000 124.200000 6.080000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.830000 989.000000 54.000000 5.780000 935.000000
Catena 2 4.280000 837.600000 45.600000 5.760000 792.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.180000 894.400000 40.400000 4.730000 854.000000
JM 6 2.940000 903.600000 39.600000 4.580000 864.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 3.200000 999.120000 32.120000 3.320000 966.999996
BioGaia B 8 1.710000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Biotage 7 0.300000 945.700000 4.700000 0.500000 940.999997
OX2 13 1.450000 954.200000 4.200000 0.440000 949.999999
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
EQT 4 0.480000 832.000000 0.000000 0.000000 832.000000
ASSA ABLOY B 3 -0.120000 774.900000 -4.100000 -0.530000 779.000001
Byggmax Group 33 -0.140000 951.720000 -4.280000 -0.450000 956.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
SKF B 5 -1.720000 916.000000 -24.000000 -2.550000 940.000000
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Hexagon B 26 1.070000 3426.800000 -34.200000 -0.990000 3461.000010
Latour B 4 -0.100000 817.200000 -39.800000 -4.640000 857.000000
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Addnode Group B 11 -2.320000 880.550000 -40.450000 -4.390000 921.000003
Bufab 3 -0.570000 1047.000000 -62.000000 -5.590000 1109.000001
BHG Group 97 2.860000 1393.890000 -65.110000 -4.460000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45468.090000 412.090000 -6.76022% 45056.000411

Updated:¶

'2023-07-04 14:31:20.920834'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶